{"id":17150,"date":"2022-02-03T16:56:11","date_gmt":"2022-02-03T15:56:11","guid":{"rendered":"https:\/\/quantpedia.com\/?p=17150"},"modified":"2025-06-04T14:14:12","modified_gmt":"2025-06-04T12:14:12","slug":"quantpedia-highlights-in-january-2022","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/quantpedia-highlights-in-january-2022\/","title":{"rendered":"Quantpedia Highlights in January 2022"},"content":{"rendered":"<p class=\"wp-block-paragraph\">Hello all,<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">As we <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/introduction-to-dollar-cost-averaging-strategies\/\">hinted a few days ago<\/a>, a new <strong>Dollar-Cost Averaging report<\/strong> is now ready for all <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Quantpedia Pro<\/a> clients. So how does it work? <\/p>\n\n\n\n<p class=\"wp-block-paragraph\">You may pick any combination of market factors (with over 200 most-liquid ETFs as proxies), systematic factors (300+ monthly updated Quantpedia strategies), and\/or your own uploaded equity curves and build your model portfolio. Then you can test and analyze different approaches to investment and divestment of model portfolio on any selected horizon. You have four different DCA strategies in your disposition, and you may compare the performance of all strategies to the Lump-Sum investment strategy in graphical and table forms.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"381\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/02\/Picture-151-Dollar-Cost-Averaging-Cash-strategies-1024x381.png\" alt=\"\" class=\"wp-image-17157\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-151-Dollar-Cost-Averaging-Cash-strategies-1024x381.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-151-Dollar-Cost-Averaging-Cash-strategies-300x112.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-151-Dollar-Cost-Averaging-Cash-strategies.png 1378w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1024\" height=\"673\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/02\/Picture-152-Dollar-Cost-Averaging-Trading-strategies-1024x673.png\" alt=\"\" class=\"wp-image-17158\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-152-Dollar-Cost-Averaging-Trading-strategies-1024x673.png 1024w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-152-Dollar-Cost-Averaging-Trading-strategies-300x197.png 300w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-152-Dollar-Cost-Averaging-Trading-strategies.png 1035w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">Then, in the second section of your analysis, you simulate rolling 5-year periods to see how DCA strategies perform compared to Lump Sum at different points in time.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1015\" height=\"803\" src=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/wp-content\/uploads\/2022\/02\/Picture-153-Dollar-Cost-Averaging-Simulation.png\" alt=\"\" class=\"wp-image-17159\" srcset=\"https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-153-Dollar-Cost-Averaging-Simulation.png 1015w, https:\/\/vvv.quantpedia.com\/wp-content\/uploads\/2022\/02\/Picture-153-Dollar-Cost-Averaging-Simulation-300x237.png 300w\" sizes=\"(max-width: 1015px) 100vw, 1015px\" \/><\/figure>\n\n\n\n<hr class=\"wp-block-separator\"\/>\n\n\n\n<p class=\"wp-block-paragraph\">Let\u2019s also quickly recapitulate <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\"><strong>Quantpedia Premium<\/strong><\/a> development:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>10 new&nbsp;<a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/screener\/?FilterPremium=Only+Premium\" target=\"_blank\">Quantpedia Premium strategies<\/a>&nbsp;have been added to our database<\/li><li>22 new related research papers have been included in existing Premium strategies during the last month<\/li><li>10 new <a rel=\"noreferrer noopener\" href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener?FilterQuantConnect=With%20QuantConnect%20Code\" target=\"_blank\">backtests were written in QuantConnect code<\/a>. Our database currently contains over 530 strategies with out-of-sample backtests\/codes.<\/li><\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Additionally, 6 new articles were published on the <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Quantpedia blog<\/a> in the previous month, 3x analysis of academic research papers and 3x <strong>Quantpedia studies<\/strong>:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/quality-factor-in-sector-investing\/\">Quality Factor in Sector Investing<\/a><\/strong><\/li><li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/lottery-effect-in-etfs-across-several-asset-classes\/\">Lottery Effect in ETFs Across Several Asset Classes<\/a><\/strong><\/li><li><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/introduction-to-dollar-cost-averaging-strategies\/\">Introduction to Dollar-Cost Averaging Strategies<\/a><\/strong><\/li><\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Analysis of research papers:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/factor-performance-in-bull-and-bear-markets\/\">Factor Performance in Bull and Bear Markets<\/a><\/strong><br><strong>Autores:<\/strong> Paul Geertsema and Helen Lu<br><strong>T\u00edtulo:<\/strong> Where is the risk in risk factors?<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/vix-yield-curve-cycles-may-predict-recessions\/\">VIX-Yield Curve Cycles May Predict Recessions<\/a><\/strong><br><strong>Author:<\/strong> Anne Lundgaard Hansen<br><strong>T\u00edtulo:<\/strong> Predicting Recessions Using VIX-Yield-Curve Cycles<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/periodicity-in-cryptocurrencies-recurrent-patterns-in-volatility-and-volume\/\">Periodicity in Cryptocurrencies \u2013 Recurrent Patterns in Volatility and Volume<\/a><\/strong><br><strong>Autores:<\/strong> Peter Reinhard Hansen, Chan Kim, and Wade Kimbrough<br><strong>T\u00edtulo:<\/strong> Periodicity in Cryptocurrency Volatility and Liquidity<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Happy trading \u2026<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Radovan Vojtko<br>CEO &amp; Head of Research<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-854363cc-8450-4dc0-a06a-c737766e9431\"><strong>\u00bfBuscas m\u00e1s estrategias para leer? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/sign-up-for-our-newsletter\/\">Suscr\u00edbete a nuestro bolet\u00edn informativo<\/a> o visite nuestra <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\">Blog<\/a> o <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener\">Evaluador<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-65925002-6290-4d3b-b5cd-f3a277851ec8\"><strong>\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Premium? Consulta <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/\">C\u00f3mo funciona Quantpedia<\/a>, <a href=\"http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About\">nuestra misi\u00f3n<\/a> y <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\">Oferta de precios premium<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-34bf63ae-5a22-40a3-aeb4-769374e833d8\"><strong>\u00bfQuieres saber m\u00e1s sobre el servicio Quantpedia Pro? Compru\u00e9balo <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro\/\">descripci\u00f3n<\/a>, mirar <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-explains\/\">videos<\/a>, revisar <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-pro-reports\/\">capacidades de generaci\u00f3n de informes<\/a> y visite nuestro <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing-pro\/\">oferta de precios<\/a>.<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-21942b3a-14d9-4c0f-b8ef-04d64675e253\"><strong>\u00bfBuscas datos hist\u00f3ricos o plataformas de backtesting? Consulta nuestra lista de&nbsp;<a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/links-tools\/?category=algo-trading-discounts\">Descuentos en Algo Trading<\/a><\/strong>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u00bfTe gustar\u00eda tener acceso gratuito a? <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/pricing\/\" title=\"\">nuestros servicios<\/a>? Entonces, <a href=\"https:\/\/lightspeed.com\/lp\/quantpedia-lightspeed-financial-services-group-one-free-year-promotion\" title=\"\">Abre una cuenta con Lightspeed.<\/a> y disfrute de un a\u00f1o de Quantpedia Premium sin costo alguno.<\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-4c45d6c9-c8dd-4283-8743-bf573cfa4d45\"><strong>O s\u00edguenos en:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\" id=\"block-476e95ed-31a5-4c4d-b701-5203f9fb2e24\"><strong>Facebook <a href=\"https:\/\/www.facebook.com\/groups\/quantstrategies\">Grupo<\/a>, Facebook <a href=\"https:\/\/www.facebook.com\/quantpedia\/\">P\u00e1gina<\/a>, <a href=\"https:\/\/twitter.com\/quantpedia\">Gorjeo<\/a>, <a href=\"https:\/\/www.linkedin.com\/company\/quantpedia\">LinkedIn<\/a>, <a href=\"https:\/\/quantpedia.medium.com\/\">Medio<\/a> o <a href=\"https:\/\/www.youtube.com\/channel\/UC_YubnldxzNjLkIkEoL-FXg\">YouTube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"<p>Hello all,<\/p>\n<p>What have we accomplished in the last month?<\/p>\n<p>\u2013 A new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/introduction-to-dollar-cost-averaging-strategies\/\"><strong>Dollar-Cost Averaging Quantpedia Pro report<\/strong><\/a><br \/>\n\u2013 10 new <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/how-it-works\/quantpedia-premium\/\"><strong>Quantpedia Premium<\/strong><\/a> strategies have been added to our database<br \/>\n\u2013 22 new related research papers have been included in existing Premium strategies during the last month<br \/>\n\u2013 Additionally, we have produced 10 new backtests written in <a href=\"https:\/\/www.quantconnect.com\/?utm_source=sdkfjssdfgsdm5qwlks8323dslkdfjsx246s30dlsaaslgk&#038;ref=radovanvojtko\"><strong>QuantConnect<\/strong><\/a> code<br \/>\n\u2013 And finally, 3+3 new blog posts that you may find interesting have been published on our <a href=\"https:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/blog\/\"><strong>Quantpedia blog<\/strong><\/a> in the previous month<\/p>","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-17150","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"_links":{"self":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/17150","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/comments?post=17150"}],"version-history":[{"count":0,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/posts\/17150\/revisions"}],"wp:attachment":[{"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/media?parent=17150"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/categories?post=17150"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vvv.quantpedia.com\/es\/wp-json\/wp\/v2\/tags?post=17150"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}